+999.9%
ILMN vs VICR
+369.5%
+630.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.1% |
| 7D | +0.7% | +21.9% | -21.2% | -4.0% |
| 30D | -22.7% | -38.4% | +15.6% | -14.1% |
| 3M | +8.6% | -27.2% | +35.8% | +14.0% |
| 6M | +43.8% | -43.7% | +87.5% | +54.0% |
| YTD | +59.8% | +50.3% | +9.5% | +28.3% |
| 1Y | +71.8% | +74.6% | -2.8% | +32.6% |
| 3Y | +119.0% | +351.2% | -232.2% | +19.4% |
| 5Y | -43.8% | +2.5% | -46.3% | -60.5% |
| 10Y | +56.4% | +1,031.9% | -975.5% | -51.1% |
| All | +999.9% | +369.5% | +630.4% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling